lemon/random.h
author deba
Thu, 15 Feb 2007 13:06:23 +0000
changeset 2362 eb37b9774ef6
parent 2355 ac0d843b8873
child 2372 7fcc0179fb21
permissions -rw-r--r--
Small changes
deba@2229
     1
/* -*- C++ -*-
deba@2229
     2
 *
deba@2229
     3
 * This file is a part of LEMON, a generic C++ optimization library
deba@2229
     4
 *
deba@2229
     5
 * Copyright (C) 2003-2006
deba@2229
     6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
deba@2229
     7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
deba@2229
     8
 *
deba@2229
     9
 * Permission to use, modify and distribute this software is granted
deba@2229
    10
 * provided that this copyright notice appears in all copies. For
deba@2229
    11
 * precise terms see the accompanying LICENSE file.
deba@2229
    12
 *
deba@2229
    13
 * This software is provided "AS IS" with no warranty of any kind,
deba@2229
    14
 * express or implied, and with no claim as to its suitability for any
deba@2229
    15
 * purpose.
deba@2229
    16
 *
deba@2229
    17
 */
deba@2229
    18
deba@2229
    19
#ifndef LEMON_RANDOM_H
deba@2229
    20
#define LEMON_RANDOM_H
deba@2229
    21
deba@2229
    22
#include <algorithm>
deba@2242
    23
#include <iterator>
deba@2242
    24
#include <vector>
deba@2229
    25
deba@2229
    26
#include <ctime>
deba@2229
    27
#include <cmath>
deba@2229
    28
deba@2229
    29
///\ingroup misc
deba@2229
    30
///\file
deba@2229
    31
///\brief Mersenne Twister random number generator
deba@2229
    32
///
deba@2229
    33
///\author Balazs Dezso
deba@2229
    34
deba@2229
    35
namespace lemon {
deba@2229
    36
deba@2242
    37
  namespace _random_bits {
deba@2242
    38
    
deba@2242
    39
    template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
deba@2242
    40
    struct RandomTraits {};
deba@2242
    41
deba@2242
    42
    template <typename _Word>
deba@2242
    43
    struct RandomTraits<_Word, 32> {
deba@2242
    44
deba@2242
    45
      typedef _Word Word;
deba@2242
    46
      static const int bits = 32;
deba@2242
    47
deba@2242
    48
      static const int length = 624;
deba@2242
    49
      static const int shift = 397;
deba@2242
    50
      
deba@2242
    51
      static const Word mul = 0x6c078965u;
deba@2242
    52
      static const Word arrayInit = 0x012BD6AAu;
deba@2242
    53
      static const Word arrayMul1 = 0x0019660Du;
deba@2242
    54
      static const Word arrayMul2 = 0x5D588B65u;
deba@2242
    55
deba@2242
    56
      static const Word mask = 0x9908B0DFu;
deba@2242
    57
      static const Word loMask = (1u << 31) - 1;
deba@2242
    58
      static const Word hiMask = ~loMask;
deba@2242
    59
deba@2242
    60
deba@2242
    61
      static Word tempering(Word rnd) {
deba@2242
    62
        rnd ^= (rnd >> 11);
deba@2242
    63
        rnd ^= (rnd << 7) & 0x9D2C5680u;
deba@2242
    64
        rnd ^= (rnd << 15) & 0xEFC60000u;
deba@2242
    65
        rnd ^= (rnd >> 18);
deba@2242
    66
        return rnd;
deba@2242
    67
      }
deba@2242
    68
deba@2242
    69
    };
deba@2242
    70
deba@2242
    71
    template <typename _Word>
deba@2242
    72
    struct RandomTraits<_Word, 64> {
deba@2242
    73
deba@2242
    74
      typedef _Word Word;
deba@2242
    75
      static const int bits = 64;
deba@2242
    76
deba@2242
    77
      static const int length = 312;
deba@2242
    78
      static const int shift = 156;
deba@2242
    79
deba@2242
    80
      static const Word mul = (Word)0x5851F42Du << 32 | (Word)0x4C957F2Du;
deba@2242
    81
      static const Word arrayInit = (Word)0x00000000u << 32 |(Word)0x012BD6AAu;
deba@2242
    82
      static const Word arrayMul1 = (Word)0x369DEA0Fu << 32 |(Word)0x31A53F85u;
deba@2242
    83
      static const Word arrayMul2 = (Word)0x27BB2EE6u << 32 |(Word)0x87B0B0FDu;
deba@2242
    84
deba@2242
    85
      static const Word mask = (Word)0xB5026F5Au << 32 | (Word)0xA96619E9u;
deba@2242
    86
      static const Word loMask = ((Word)1u << 31) - 1;
deba@2242
    87
      static const Word hiMask = ~loMask;
deba@2242
    88
deba@2242
    89
      static Word tempering(Word rnd) {
deba@2242
    90
        rnd ^= (rnd >> 29) & ((Word)0x55555555u << 32 | (Word)0x55555555u);
deba@2242
    91
        rnd ^= (rnd << 17) & ((Word)0x71D67FFFu << 32 | (Word)0xEDA60000u);
deba@2242
    92
        rnd ^= (rnd << 37) & ((Word)0xFFF7EEE0u << 32 | (Word)0x00000000u);
deba@2242
    93
        rnd ^= (rnd >> 43);
deba@2242
    94
        return rnd;
deba@2242
    95
      }
deba@2242
    96
deba@2242
    97
    };
deba@2242
    98
deba@2242
    99
    template <typename _Word>
deba@2242
   100
    class RandomCore {
deba@2242
   101
    public:
deba@2242
   102
deba@2242
   103
      typedef _Word Word;
deba@2242
   104
deba@2242
   105
    private:
deba@2242
   106
deba@2242
   107
      static const int bits = RandomTraits<Word>::bits;
deba@2242
   108
deba@2242
   109
      static const int length = RandomTraits<Word>::length;
deba@2242
   110
      static const int shift = RandomTraits<Word>::shift;
deba@2242
   111
deba@2242
   112
    public:
deba@2242
   113
deba@2242
   114
      void initState() {
deba@2242
   115
        static const Word seedArray[4] = {
deba@2242
   116
          0x12345u, 0x23456u, 0x34567u, 0x45678u
deba@2242
   117
        };
deba@2242
   118
    
deba@2242
   119
        initState(seedArray, seedArray + 4);
deba@2242
   120
      }
deba@2242
   121
deba@2242
   122
      void initState(Word seed) {
deba@2242
   123
deba@2242
   124
        static const Word mul = RandomTraits<Word>::mul;
deba@2242
   125
deba@2242
   126
        current = state; 
deba@2242
   127
deba@2242
   128
        Word *curr = state + length - 1;
deba@2242
   129
        curr[0] = seed; --curr;
deba@2242
   130
        for (int i = 1; i < length; ++i) {
deba@2242
   131
          curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
deba@2242
   132
          --curr;
deba@2242
   133
        }
deba@2242
   134
      }
deba@2242
   135
deba@2242
   136
      template <typename Iterator>
deba@2242
   137
      void initState(Iterator begin, Iterator end) {
deba@2242
   138
deba@2242
   139
        static const Word init = RandomTraits<Word>::arrayInit;
deba@2242
   140
        static const Word mul1 = RandomTraits<Word>::arrayMul1;
deba@2242
   141
        static const Word mul2 = RandomTraits<Word>::arrayMul2;
deba@2242
   142
deba@2242
   143
deba@2242
   144
        Word *curr = state + length - 1; --curr;
deba@2242
   145
        Iterator it = begin; int cnt = 0;
deba@2242
   146
        int num;
deba@2242
   147
deba@2242
   148
        initState(init);
deba@2242
   149
deba@2242
   150
        num = length > end - begin ? length : end - begin;
deba@2242
   151
        while (num--) {
deba@2242
   152
          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1)) 
deba@2242
   153
            + *it + cnt;
deba@2242
   154
          ++it; ++cnt;
deba@2242
   155
          if (it == end) {
deba@2242
   156
            it = begin; cnt = 0;
deba@2242
   157
          }
deba@2242
   158
          if (curr == state) {
deba@2242
   159
            curr = state + length - 1; curr[0] = state[0];
deba@2242
   160
          }
deba@2242
   161
          --curr;
deba@2242
   162
        }
deba@2242
   163
deba@2242
   164
        num = length - 1; cnt = length - (curr - state) - 1;
deba@2242
   165
        while (num--) {
deba@2242
   166
          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
deba@2242
   167
            - cnt;
deba@2242
   168
          --curr; ++cnt;
deba@2242
   169
          if (curr == state) {
deba@2242
   170
            curr = state + length - 1; curr[0] = state[0]; --curr;
deba@2242
   171
            cnt = 1;
deba@2242
   172
          }
deba@2242
   173
        }
deba@2242
   174
        
deba@2242
   175
        state[length - 1] = (Word)1 << (bits - 1);
deba@2242
   176
      }
deba@2242
   177
      
deba@2242
   178
      void copyState(const RandomCore& other) {
deba@2242
   179
        std::copy(other.state, other.state + length, state);
deba@2242
   180
        current = state + (other.current - other.state);
deba@2242
   181
      }
deba@2242
   182
deba@2242
   183
      Word operator()() {
deba@2242
   184
        if (current == state) fillState();
deba@2242
   185
        --current;
deba@2242
   186
        Word rnd = *current;
deba@2242
   187
        return RandomTraits<Word>::tempering(rnd);
deba@2242
   188
      }
deba@2242
   189
deba@2242
   190
    private:
deba@2242
   191
deba@2242
   192
  
deba@2242
   193
      void fillState() {
deba@2242
   194
        static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
deba@2242
   195
        static const Word loMask = RandomTraits<Word>::loMask;
deba@2242
   196
        static const Word hiMask = RandomTraits<Word>::hiMask;
deba@2242
   197
deba@2242
   198
        current = state + length; 
deba@2242
   199
deba@2242
   200
        register Word *curr = state + length - 1;
deba@2242
   201
        register long num;
deba@2242
   202
      
deba@2242
   203
        num = length - shift;
deba@2242
   204
        while (num--) {
deba@2242
   205
          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
deba@2242
   206
            curr[- shift] ^ mask[curr[-1] & 1ul];
deba@2242
   207
          --curr;
deba@2242
   208
        }
deba@2242
   209
        num = shift - 1;
deba@2242
   210
        while (num--) {
deba@2242
   211
          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
deba@2242
   212
            curr[length - shift] ^ mask[curr[-1] & 1ul];
deba@2242
   213
          --curr;
deba@2242
   214
        }
deba@2242
   215
        curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
deba@2242
   216
          curr[length - shift] ^ mask[curr[length - 1] & 1ul];
deba@2242
   217
deba@2242
   218
      }
deba@2242
   219
deba@2242
   220
  
deba@2242
   221
      Word *current;
deba@2242
   222
      Word state[length];
deba@2242
   223
      
deba@2242
   224
    };
deba@2242
   225
deba@2242
   226
deba@2242
   227
    template <typename Result, 
deba@2242
   228
              int shift = (std::numeric_limits<Result>::digits + 1) / 2>
deba@2242
   229
    struct Masker {
deba@2242
   230
      static Result mask(const Result& result) {
deba@2242
   231
        return Masker<Result, (shift + 1) / 2>::
deba@2242
   232
          mask((Result)(result | (result >> shift)));
deba@2242
   233
      }
deba@2242
   234
    };
deba@2242
   235
    
deba@2242
   236
    template <typename Result>
deba@2242
   237
    struct Masker<Result, 1> {
deba@2242
   238
      static Result mask(const Result& result) {
deba@2242
   239
        return (Result)(result | (result >> 1));
deba@2242
   240
      }
deba@2242
   241
    };
deba@2242
   242
deba@2242
   243
    template <typename Result, typename Word, 
deba@2242
   244
              int rest = std::numeric_limits<Result>::digits, int shift = 0, 
deba@2242
   245
              bool last = rest <= std::numeric_limits<Word>::digits>
deba@2242
   246
    struct IntConversion {
deba@2242
   247
      static const int bits = std::numeric_limits<Word>::digits;
deba@2242
   248
    
deba@2242
   249
      static Result convert(RandomCore<Word>& rnd) {
deba@2242
   250
        return (Result)(rnd() >> (bits - rest)) << shift;
deba@2242
   251
      }
deba@2242
   252
      
deba@2242
   253
    }; 
deba@2242
   254
deba@2242
   255
    template <typename Result, typename Word, int rest, int shift> 
deba@2242
   256
    struct IntConversion<Result, Word, rest, shift, false> {
deba@2242
   257
      static const int bits = std::numeric_limits<Word>::digits;
deba@2242
   258
deba@2242
   259
      static Result convert(RandomCore<Word>& rnd) {
deba@2242
   260
        return ((Result)rnd() << shift) | 
deba@2242
   261
          IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
deba@2242
   262
      }
deba@2242
   263
    };
deba@2242
   264
deba@2242
   265
deba@2242
   266
    template <typename Result, typename Word,
deba@2242
   267
              bool one_word = std::numeric_limits<Word>::digits < 
deba@2242
   268
                              std::numeric_limits<Result>::digits>
deba@2242
   269
    struct Mapping {
deba@2242
   270
      static Result map(RandomCore<Word>& rnd, const Result& bound) {
deba@2242
   271
        Word max = (Word)(bound - 1);
deba@2242
   272
        Result mask = Masker<Result>::mask(bound - 1);
deba@2242
   273
        Result num;
deba@2242
   274
        do {
deba@2242
   275
          num = IntConversion<Result, Word>::convert(rnd) & mask; 
deba@2242
   276
        } while (num > max);
deba@2242
   277
        return num;
deba@2242
   278
      }
deba@2242
   279
    };
deba@2242
   280
deba@2242
   281
    template <typename Result, typename Word>
deba@2242
   282
    struct Mapping<Result, Word, false> {
deba@2242
   283
      static Result map(RandomCore<Word>& rnd, const Result& bound) {
deba@2242
   284
        Word max = (Word)(bound - 1);
deba@2242
   285
        Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
deba@2242
   286
          ::mask(max);
deba@2242
   287
        Word num;
deba@2242
   288
        do {
deba@2242
   289
          num = rnd() & mask;
deba@2242
   290
        } while (num > max);
deba@2242
   291
        return num;
deba@2242
   292
      }
deba@2242
   293
    };
deba@2242
   294
deba@2242
   295
    template <typename Result, int exp, bool pos = (exp >= 0)>
deba@2242
   296
    struct ShiftMultiplier {
deba@2242
   297
      static const Result multiplier() {
deba@2242
   298
        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
deba@2242
   299
        res *= res;
deba@2242
   300
        if ((exp & 1) == 1) res *= (Result)2.0;
deba@2242
   301
        return res; 
deba@2242
   302
      }
deba@2242
   303
    };
deba@2242
   304
deba@2242
   305
    template <typename Result, int exp>
deba@2242
   306
    struct ShiftMultiplier<Result, exp, false> {
deba@2242
   307
      static const Result multiplier() {
deba@2242
   308
        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
deba@2242
   309
        res *= res;
deba@2242
   310
        if ((exp & 1) == 1) res *= (Result)0.5;
deba@2242
   311
        return res; 
deba@2242
   312
      }
deba@2242
   313
    };
deba@2242
   314
deba@2242
   315
    template <typename Result>
deba@2242
   316
    struct ShiftMultiplier<Result, 0, true> {
deba@2242
   317
      static const Result multiplier() {
deba@2242
   318
        return (Result)1.0; 
deba@2242
   319
      }
deba@2242
   320
    };
deba@2242
   321
deba@2242
   322
    template <typename Result>
deba@2242
   323
    struct ShiftMultiplier<Result, -20, true> {
deba@2242
   324
      static const Result multiplier() {
deba@2242
   325
        return (Result)(1.0/1048576.0); 
deba@2242
   326
      }
deba@2242
   327
    };
deba@2242
   328
    
deba@2242
   329
    template <typename Result>
deba@2242
   330
    struct ShiftMultiplier<Result, -32, true> {
deba@2242
   331
      static const Result multiplier() {
deba@2242
   332
        return (Result)(1.0/424967296.0); 
deba@2242
   333
      }
deba@2242
   334
    };
deba@2242
   335
deba@2242
   336
    template <typename Result>
deba@2242
   337
    struct ShiftMultiplier<Result, -53, true> {
deba@2242
   338
      static const Result multiplier() {
deba@2242
   339
        return (Result)(1.0/9007199254740992.0); 
deba@2242
   340
      }
deba@2242
   341
    };
deba@2242
   342
deba@2242
   343
    template <typename Result>
deba@2242
   344
    struct ShiftMultiplier<Result, -64, true> {
deba@2242
   345
      static const Result multiplier() {
deba@2242
   346
        return (Result)(1.0/18446744073709551616.0); 
deba@2242
   347
      }
deba@2242
   348
    };
deba@2242
   349
deba@2242
   350
    template <typename Result, int exp>
deba@2242
   351
    struct Shifting {
deba@2242
   352
      static Result shift(const Result& result) {
deba@2242
   353
        return result * ShiftMultiplier<Result, exp>::multiplier();
deba@2242
   354
      }
deba@2242
   355
    };
deba@2242
   356
deba@2242
   357
    template <typename Result, typename Word,
deba@2242
   358
              int rest = std::numeric_limits<Result>::digits, int shift = 0, 
deba@2242
   359
              bool last = rest <= std::numeric_limits<Word>::digits>
deba@2242
   360
    struct RealConversion{ 
deba@2242
   361
      static const int bits = std::numeric_limits<Word>::digits;
deba@2242
   362
deba@2242
   363
      static Result convert(RandomCore<Word>& rnd) {
deba@2242
   364
        return Shifting<Result, - shift - rest>::
deba@2242
   365
          shift((Result)(rnd() >> (bits - rest)));
deba@2242
   366
      }
deba@2242
   367
    };
deba@2242
   368
deba@2242
   369
    template <typename Result, typename Word, int rest, int shift>
deba@2242
   370
    struct RealConversion<Result, Word, rest, shift, false> { 
deba@2242
   371
      static const int bits = std::numeric_limits<Word>::digits;
deba@2242
   372
deba@2242
   373
      static Result convert(RandomCore<Word>& rnd) {
deba@2242
   374
        return Shifting<Result, - shift - bits>::shift((Result)rnd()) +
deba@2242
   375
          RealConversion<Result, Word, rest-bits, shift + bits>::convert(rnd);
deba@2242
   376
      }
deba@2242
   377
    };
deba@2242
   378
deba@2242
   379
    template <typename Result, typename Word>
deba@2242
   380
    struct Initializer {
deba@2242
   381
deba@2242
   382
      template <typename Iterator>
deba@2242
   383
      static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
deba@2242
   384
        std::vector<Word> ws;
deba@2242
   385
        for (Iterator it = begin; it != end; ++it) {
deba@2242
   386
          ws.push_back((Word)*it);
deba@2242
   387
        }
deba@2242
   388
        rnd.initState(ws.begin(), ws.end());
deba@2242
   389
      }
deba@2242
   390
deba@2242
   391
      static void init(RandomCore<Word>& rnd, Result seed) {
deba@2242
   392
        rnd.initState(seed);
deba@2242
   393
      }
deba@2242
   394
    };
deba@2242
   395
deba@2242
   396
    template <typename Word>
deba@2242
   397
    struct BoolConversion {
deba@2242
   398
      static bool convert(RandomCore<Word>& rnd) {
deba@2242
   399
        return (rnd() & 1) == 1;
deba@2242
   400
      }
deba@2242
   401
    };
deba@2242
   402
deba@2242
   403
  }
deba@2229
   404
deba@2229
   405
  /// \ingroup misc
deba@2229
   406
  ///
deba@2229
   407
  /// \brief Mersenne Twister random number generator
deba@2229
   408
  ///
deba@2229
   409
  /// The Mersenne Twister is a twisted generalized feedback
deba@2242
   410
  /// shift-register generator of Matsumoto and Nishimura. The period
deba@2242
   411
  /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
deba@2242
   412
  /// equi-distributed in 623 dimensions for 32-bit numbers. The time
deba@2242
   413
  /// performance of this generator is comparable to the commonly used
deba@2242
   414
  /// generators.
deba@2242
   415
  ///
deba@2242
   416
  /// This implementation is specialized for both 32-bit and 64-bit
deba@2242
   417
  /// architectures. The generators differ sligthly in the
deba@2242
   418
  /// initialization and generation phase so they produce two
deba@2242
   419
  /// completly different sequences.
deba@2242
   420
  ///
deba@2242
   421
  /// The generator gives back random numbers of serveral types. To
deba@2242
   422
  /// get a random number from a range of a floating point type you
deba@2245
   423
  /// can use one form of the \c operator() or the \c real() member
deba@2245
   424
  /// function. If you want to get random number from the {0, 1, ...,
deba@2245
   425
  /// n-1} integer range use the \c operator[] or the \c integer()
deba@2245
   426
  /// method. And to get random number from the whole range of an
deba@2245
   427
  /// integer type you can use the argumentless \c integer() or \c
deba@2245
   428
  /// uinteger() functions. After all you can get random bool with
deba@2245
   429
  /// equal chance of true and false or given probability of true
deba@2245
   430
  /// result with the \c boolean() member functions.
deba@2242
   431
  ///
deba@2242
   432
  ///\code
deba@2245
   433
  /// // The commented code is identical to the other
deba@2245
   434
  /// double a = rnd();                     // [0.0, 1.0)
deba@2245
   435
  /// // double a = rnd.real();             // [0.0, 1.0)
deba@2245
   436
  /// double b = rnd(100.0);                // [0.0, 100.0)
deba@2245
   437
  /// // double b = rnd.real(100.0);        // [0.0, 100.0)
deba@2245
   438
  /// double c = rnd(1.0, 2.0);             // [1.0, 2.0)
deba@2245
   439
  /// // double c = rnd.real(1.0, 2.0);     // [1.0, 2.0)
deba@2245
   440
  /// int d = rnd[100000];                  // 0..99999
deba@2245
   441
  /// // int d = rnd.integer(100000);       // 0..99999
deba@2245
   442
  /// int e = rnd[6] + 1;                   // 1..6
deba@2245
   443
  /// // int e = rnd.integer(1, 1 + 6);     // 1..6
deba@2242
   444
  /// int b = rnd.uinteger<int>();          // 0 .. 2^31 - 1
deba@2242
   445
  /// int c = rnd.integer<int>();           // - 2^31 .. 2^31 - 1
deba@2242
   446
  /// bool g = rnd.boolean();               // P(g = true) = 0.5
deba@2242
   447
  /// bool h = rnd.boolean(0.8);            // P(h = true) = 0.8
deba@2242
   448
  ///\endcode
deba@2242
   449
  ///
deba@2245
   450
  /// The lemon provides a global instance of the random number
deba@2245
   451
  /// generator which name is \ref lemon::rnd "rnd". Usually it is a
deba@2245
   452
  /// good programming convenience to use this global generator to get
deba@2245
   453
  /// random numbers.
deba@2229
   454
  ///
deba@2229
   455
  /// \author Balazs Dezso
deba@2229
   456
  class Random {
deba@2242
   457
  private:
deba@2229
   458
deba@2245
   459
    // architecture word
deba@2242
   460
    typedef unsigned long Word;
deba@2242
   461
    
deba@2242
   462
    _random_bits::RandomCore<Word> core;
deba@2229
   463
deba@2229
   464
  public:
deba@2229
   465
deba@2229
   466
    /// \brief Constructor
deba@2229
   467
    ///
deba@2242
   468
    /// Constructor with constant seeding.
deba@2242
   469
    Random() { core.initState(); }
deba@2229
   470
deba@2229
   471
    /// \brief Constructor
deba@2229
   472
    ///
deba@2242
   473
    /// Constructor with seed. The current number type will be converted
deba@2242
   474
    /// to the architecture word type.
deba@2242
   475
    template <typename Number>
deba@2242
   476
    Random(Number seed) { 
deba@2242
   477
      _random_bits::Initializer<Number, Word>::init(core, seed);
deba@2242
   478
    }
deba@2242
   479
deba@2242
   480
    /// \brief Constructor
deba@2242
   481
    ///
deba@2242
   482
    /// Constructor with array seeding. The given range should contain
deba@2242
   483
    /// any number type and the numbers will be converted to the
deba@2242
   484
    /// architecture word type.
deba@2242
   485
    template <typename Iterator>
deba@2242
   486
    Random(Iterator begin, Iterator end) { 
deba@2242
   487
      typedef typename std::iterator_traits<Iterator>::value_type Number;
deba@2242
   488
      _random_bits::Initializer<Number, Word>::init(core, begin, end);
deba@2242
   489
    }
deba@2229
   490
deba@2229
   491
    /// \brief Copy constructor
deba@2229
   492
    ///
deba@2229
   493
    /// Copy constructor. The generated sequence will be identical to
deba@2245
   494
    /// the other sequence. It can be used to save the current state
deba@2245
   495
    /// of the generator and later use it to generate the same
deba@2245
   496
    /// sequence.
deba@2242
   497
    Random(const Random& other) {
deba@2242
   498
      core.copyState(other.core);
deba@2229
   499
    }
deba@2229
   500
deba@2229
   501
    /// \brief Assign operator
deba@2229
   502
    ///
deba@2229
   503
    /// Assign operator. The generated sequence will be identical to
deba@2245
   504
    /// the other sequence. It can be used to save the current state
deba@2245
   505
    /// of the generator and later use it to generate the same
deba@2245
   506
    /// sequence.
deba@2229
   507
    Random& operator=(const Random& other) {
deba@2229
   508
      if (&other != this) {
deba@2242
   509
        core.copyState(other.core);
deba@2229
   510
      }
deba@2229
   511
      return *this;
deba@2229
   512
    }
deba@2229
   513
alpar@2257
   514
    /// \brief Returns a random real number from the range [0, 1)
deba@2229
   515
    ///
deba@2245
   516
    /// It returns a random real number from the range [0, 1). The
deba@2245
   517
    /// default Number type is double.
deba@2242
   518
    template <typename Number>
deba@2245
   519
    Number real() {
deba@2242
   520
      return _random_bits::RealConversion<Number, Word>::convert(core);
deba@2229
   521
    }
deba@2229
   522
deba@2245
   523
    double real() {
deba@2245
   524
      return real<double>();
deba@2245
   525
    }
deba@2245
   526
alpar@2257
   527
    /// \brief Returns a random real number the range [0, b)
deba@2245
   528
    ///
deba@2245
   529
    /// It returns a random real number from the range [0, b).
deba@2245
   530
    template <typename Number>
deba@2245
   531
    Number real(Number b) { 
deba@2245
   532
      return real<Number>() * b; 
deba@2245
   533
    }
deba@2245
   534
alpar@2257
   535
    /// \brief Returns a random real number from the range [a, b)
deba@2245
   536
    ///
deba@2245
   537
    /// It returns a random real number from the range [a, b).
deba@2245
   538
    template <typename Number>
deba@2245
   539
    Number real(Number a, Number b) { 
deba@2245
   540
      return real<Number>() * (b - a) + a; 
deba@2245
   541
    }
deba@2245
   542
alpar@2257
   543
    /// \brief Returns a random real number from the range [0, 1)
deba@2245
   544
    ///
deba@2245
   545
    /// It returns a random double from the range [0, 1).
deba@2242
   546
    double operator()() {
deba@2245
   547
      return real<double>();
deba@2242
   548
    }
deba@2242
   549
alpar@2257
   550
    /// \brief Returns a random real number from the range [0, b)
deba@2229
   551
    ///
deba@2242
   552
    /// It returns a random real number from the range [0, b).
deba@2242
   553
    template <typename Number>
deba@2242
   554
    Number operator()(Number b) { 
deba@2245
   555
      return real<Number>() * b; 
deba@2242
   556
    }
deba@2242
   557
alpar@2257
   558
    /// \brief Returns a random real number from the range [a, b)
deba@2242
   559
    ///
deba@2242
   560
    /// It returns a random real number from the range [a, b).
deba@2242
   561
    template <typename Number>
deba@2242
   562
    Number operator()(Number a, Number b) { 
deba@2245
   563
      return real<Number>() * (b - a) + a; 
deba@2242
   564
    }
deba@2242
   565
deba@2242
   566
    /// \brief Returns a random integer from a range
deba@2242
   567
    ///
deba@2245
   568
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
deba@2242
   569
    template <typename Number>
deba@2245
   570
    Number integer(Number b) {
deba@2245
   571
      return _random_bits::Mapping<Number, Word>::map(core, b);
deba@2245
   572
    }
deba@2245
   573
deba@2245
   574
    /// \brief Returns a random integer from a range
deba@2245
   575
    ///
deba@2245
   576
    /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
deba@2245
   577
    template <typename Number>
deba@2245
   578
    Number integer(Number a, Number b) {
deba@2245
   579
      return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
deba@2245
   580
    }
deba@2245
   581
deba@2245
   582
    /// \brief Returns a random integer from a range
deba@2245
   583
    ///
deba@2245
   584
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
deba@2245
   585
    template <typename Number>
deba@2245
   586
    Number operator[](Number b) {
deba@2245
   587
      return _random_bits::Mapping<Number, Word>::map(core, b);
deba@2242
   588
    }
deba@2242
   589
deba@2242
   590
    /// \brief Returns a random non-negative integer
deba@2242
   591
    ///
deba@2242
   592
    /// It returns a random non-negative integer uniformly from the
deba@2242
   593
    /// whole range of the current \c Number type.  The default result
deba@2242
   594
    /// type of this function is unsigned int.
deba@2242
   595
    template <typename Number>
deba@2242
   596
    Number uinteger() {
deba@2242
   597
      return _random_bits::IntConversion<Number, Word>::convert(core);
deba@2242
   598
    }
deba@2242
   599
deba@2242
   600
    unsigned int uinteger() {
deba@2242
   601
      return uinteger<unsigned int>();
deba@2242
   602
    }
deba@2242
   603
deba@2242
   604
    /// \brief Returns a random integer
deba@2242
   605
    ///
deba@2242
   606
    /// It returns a random integer uniformly from the whole range of
deba@2242
   607
    /// the current \c Number type. The default result type of this
deba@2242
   608
    /// function is int.
deba@2242
   609
    template <typename Number>
deba@2242
   610
    Number integer() {
deba@2242
   611
      static const int nb = std::numeric_limits<Number>::digits + 
deba@2242
   612
        (std::numeric_limits<Number>::is_signed ? 1 : 0);
deba@2242
   613
      return _random_bits::IntConversion<Number, Word, nb>::convert(core);
deba@2242
   614
    }
deba@2242
   615
deba@2242
   616
    int integer() {
deba@2242
   617
      return integer<int>();
deba@2229
   618
    }
deba@2229
   619
    
deba@2242
   620
    /// \brief Returns a random bool
deba@2229
   621
    ///
deba@2242
   622
    /// It returns a random bool
deba@2242
   623
    bool boolean() {
deba@2242
   624
      return _random_bits::BoolConversion<Word>::convert(core);
deba@2229
   625
    }
deba@2229
   626
alpar@2356
   627
    ///\name Nonuniform distributions
alpar@2356
   628
    ///
alpar@2356
   629
    
alpar@2356
   630
    ///@{
alpar@2356
   631
    
deba@2229
   632
    /// \brief Returns a random bool
deba@2229
   633
    ///
deba@2242
   634
    /// It returns a random bool with given probability of true result
deba@2242
   635
    bool boolean(double p) {
deba@2242
   636
      return operator()() < p;
deba@2229
   637
    }
alpar@2355
   638
alpar@2355
   639
    /// Standard Gauss distribution
alpar@2355
   640
alpar@2355
   641
    /// Standard Gauss distribution.
alpar@2356
   642
    /// \note The Cartesian form of the Box-Muller
alpar@2356
   643
    /// transformation is used to generate a random normal distribution.
alpar@2356
   644
    /// \todo Consider using the "ziggurat" method instead.
alpar@2355
   645
    double gauss() 
alpar@2355
   646
    {
alpar@2355
   647
      double V1,V2,S;
alpar@2355
   648
      do {
alpar@2355
   649
	V1=2*real<double>()-1;
alpar@2355
   650
	V2=2*real<double>()-1;
alpar@2355
   651
	S=V1*V1+V2*V2;
alpar@2355
   652
      } while(S>=1);
alpar@2355
   653
      return std::sqrt(-2*std::log(S)/S)*V1;
alpar@2355
   654
    }
alpar@2356
   655
    /// Gauss distribution with given standard deviation and mean 0
alpar@2356
   656
alpar@2356
   657
    /// \sa gauss()
alpar@2356
   658
    ///
alpar@2356
   659
    double gauss(double std_dev) 
alpar@2355
   660
    {
alpar@2356
   661
      return gauss()*std_dev;
alpar@2355
   662
    }
alpar@2356
   663
    /// Gauss distribution with given mean and standard deviation
alpar@2356
   664
alpar@2356
   665
    /// \sa gauss()
alpar@2356
   666
    ///
alpar@2356
   667
    double gauss(double mean,double std_dev)
alpar@2355
   668
    {
alpar@2356
   669
      return gauss()*std_dev+mean;
alpar@2355
   670
    }
alpar@2355
   671
alpar@2356
   672
    /// Exponential distribution with given mean
alpar@2356
   673
alpar@2356
   674
    /// This function generates an exponential distribution random number
alpar@2356
   675
    /// with mean <tt>1/lambda</tt>.
alpar@2356
   676
    ///
alpar@2356
   677
    double exponential(double lambda=1.0)
alpar@2355
   678
    {
alpar@2355
   679
      return -log(real<double>())/lambda;
alpar@2355
   680
    }
alpar@2356
   681
alpar@2356
   682
    ///@}
deba@2229
   683
    
deba@2229
   684
  };
deba@2229
   685
deba@2229
   686
deba@2229
   687
  extern Random rnd;
deba@2229
   688
deba@2229
   689
}
deba@2229
   690
deba@2229
   691
#endif